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isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
subject:"Simulation"
~person:"Stock, James H."
~subject:"Time series analysis"
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Stock, James H.
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Technical working paper / National Bureau of Economic Research
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NBER technical working paper series
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Advances in economics and econometrics: theory and applications ; Vol. 3
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Handbook of econometrics : volume 4
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Numéro spécial "Modélisation des systèmes dynamiques"
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A simple estimator of cointegrating vectors in higher order integrated systems
Stock, James H.
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
4
,
pp. 783-820
Persistent link: https://www.econbiz.de/10001147143
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2
Inference in linear time series models with some unit roots
Sims, Christopher A.
- In:
Econometrica : journal of the Econometric Society, an …
58
(
1990
)
1
,
pp. 113-144
Persistent link: https://www.econbiz.de/10001084874
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